CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 16-Nov-2023
Day Change Summary
Previous Current
15-Nov-2023 16-Nov-2023 Change Change % Previous Week
Open 0.7322 0.7321 -0.0001 0.0% 0.7352
High 0.7343 0.7322 -0.0022 -0.3% 0.7352
Low 0.7322 0.7291 -0.0031 -0.4% 0.7249
Close 0.7333 0.7291 -0.0042 -0.6% 0.7266
Range 0.0022 0.0031 0.0009 41.9% 0.0103
ATR 0.0030 0.0031 0.0001 3.0% 0.0000
Volume 68 46 -22 -32.4% 92
Daily Pivots for day following 16-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7393 0.7372 0.7308
R3 0.7362 0.7342 0.7299
R2 0.7332 0.7332 0.7297
R1 0.7311 0.7311 0.7294 0.7306
PP 0.7301 0.7301 0.7301 0.7299
S1 0.7281 0.7281 0.7288 0.7276
S2 0.7271 0.7271 0.7285
S3 0.7240 0.7250 0.7283
S4 0.7210 0.7220 0.7274
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7598 0.7535 0.7323
R3 0.7495 0.7432 0.7294
R2 0.7392 0.7392 0.7285
R1 0.7329 0.7329 0.7275 0.7309
PP 0.7289 0.7289 0.7289 0.7279
S1 0.7226 0.7226 0.7257 0.7206
S2 0.7186 0.7186 0.7247
S3 0.7083 0.7123 0.7238
S4 0.6980 0.7020 0.7209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7343 0.7249 0.0095 1.3% 0.0023 0.3% 45% False False 45
10 0.7352 0.7249 0.0103 1.4% 0.0021 0.3% 41% False False 34
20 0.7352 0.7226 0.0126 1.7% 0.0024 0.3% 52% False False 63
40 0.7476 0.7226 0.0250 3.4% 0.0022 0.3% 26% False False 40
60 0.7478 0.7226 0.0252 3.5% 0.0019 0.3% 26% False False 28
80 0.7626 0.7226 0.0400 5.5% 0.0017 0.2% 16% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7451
2.618 0.7401
1.618 0.7371
1.000 0.7352
0.618 0.7340
HIGH 0.7322
0.618 0.7310
0.500 0.7306
0.382 0.7303
LOW 0.7291
0.618 0.7272
1.000 0.7261
1.618 0.7242
2.618 0.7211
4.250 0.7161
Fisher Pivots for day following 16-Nov-2023
Pivot 1 day 3 day
R1 0.7306 0.7317
PP 0.7301 0.7308
S1 0.7296 0.7300

These figures are updated between 7pm and 10pm EST after a trading day.

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